+392.2%
IWF vs GPC
+78.6%
+313.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | -1.1% | -2.1% | +1.0% | -0.4% |
| 30D | -8.3% | -4.5% | -3.7% | -7.1% |
| 3M | -5.6% | -7.7% | +2.1% | -3.4% |
| 6M | -5.4% | +24.3% | -29.7% | -13.2% |
| YTD | -1.2% | +3.5% | -4.6% | -4.7% |
| 1Y | -2.7% | +0.7% | -3.4% | -5.3% |
| 3Y | +67.8% | 0.0% | +67.8% | +57.4% |
| 5Y | +60.1% | +5.8% | +54.3% | +45.2% |
| 10Y | +392.2% | +75.8% | +316.4% | +251.2% |
| All | +392.2% | +78.6% | +313.6% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling